Robust Time-inconsistent Linear-Quadratic Stochastic Controls: A Stochastic Differential Game Approach (Q6442003)
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preprint article from arXiv
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust Time-inconsistent Linear-Quadratic Stochastic Controls: A Stochastic Differential Game Approach |
preprint article from arXiv |
Statements
29 June 2023
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math.OC
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q-fin.MF
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Bingyan Han
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Chi Seng Pun
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Hoi Ying Wong
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